Risk vs. profit potential:
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Cites work
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 482632 (Why is no real title available?)
- scientific article; zbMATH DE number 796441 (Why is no real title available?)
- scientific article; zbMATH DE number 972637 (Why is no real title available?)
- On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
- Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency
- Profit Maximization and the Market Selection Hypothesis
- Some solvable stochastic control problemst†
- The pricing of options and corporate liabilities
- The Russian option: Reduced regret
Cited in
(64)- Profit maximization with bankruptcy and variable scale
- A new venture's optimal entry time
- Optimal dividend and capital injection strategies in the Cramér-Lundberg risk model
- Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems
- Optimal dividend payment strategies with debt constraint in a hybrid regime-switching jump-diffusion model
- The dividend problem with a finite horizon
- Interplay between dividend rate and business constraints for a financial corporation
- Optimal dividend payout under compound Poisson income
- The optimal dividend payout model with terminal values and its application
- Optimal dividend policy when cash surplus follows the telegraph process
- Learning about profitability and dynamic cash management
- Harvesting of a stochastic population under a mixed regular-singular control formulation
- Fiscal stimulus as an optimal control problem
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
- Harvesting of interacting stochastic populations
- Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy
- Optimal dividend policy with random interest rates
- Optimal dividend policy and growth option
- Optimal risk and liquidity management with costly refinancing opportunities
- Optimal control of the insurance company with proportional reinsurance policy under solvency constraints
- A constrained non-linear regular-singular stochastic control problem, with applications.
- Optimal control of investment, premium and deductible for a non-life insurance company
- Optimal dividends under a drawdown constraint and a curious square-root rule
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
- Impulse stochastic control for the optimization of the dividend payments of the compound Poisson risk model perturbed by diffusion
- Numerical methods for optimal harvesting strategies in random environments under partial observations
- Dividend maximization in a hidden Markov switching model
- Equilibrium equity price with optimal dividend policy
- Excess capital, operational disaster risk, and capital requirements for banks
- MANAGING CORPORATE LIQUIDITY: STRATEGIES AND PRICING IMPLICATIONS
- Liquidity management with decreasing returns to scale and secured credit line
- OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
- Corporate liquidity, dividend policy and default risk: optimal financial policy and agency costs
- An Optimal Dividends Problem with a Terminal Value for Spectrally Negative Lévy Processes with a Completely Monotone Jump Density
- Optimal harvesting when the exchange rate is a semimartingale
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
- Survival versus profit maximization in a dynamic stochastic experiment
- Market frictions and corporate finance: an overview paper
- Bayesian dividend optimization and finite time ruin probabilities
- Strategies for dividend distribution: a review
- New venture creation: a drift-variance diffusion control model
- Optimal Ratcheting of Dividends in a Brownian Risk Model
- Optimal dividend strategies for two collaborating insurance companies
- Stochastic optimal control on dividend policies with bankruptcy
- Exit options and dividend policy under liquidity constraints
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
- Optimal dividend payout under stochastic discounting
- The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem
- Dividends and leverage: how to optimally exploit a non-renewable investment
- Optimal dividend and investing control of an insurance company with higher solvency constraints
- On singular control of reflected diffusions
- Optimality of Threshold Strategies for Spectrally Negative Lévy Processes and a Positive Terminal Value at Creeping Ruin
- Corporate portfolio management
- Hiring and firing optimally in a large corporation
- An optimal periodic dividend and risk control problem for an insurance company
- Optimal Liquidity and Risk Management: The Use of CAT Bonds
- Start-up remanufacturing firms' capacity investment: a two-period model
- On the saddle point of a zero-sum stopper vs. singular-controller game
- A mixed singular/switching control problem for a dividend policy with reversible technology investment
- Optimal dividend and issuance of equity policies in the presence of proportional costs
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy
- A computational approach to liquidity-constrained firms over an infinite horizon
- On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
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